Edit Profile (opens in new tab) Gaillardetz, Patrice Co-Author Distance Author ID: gaillardetz.patrice Published as: Gaillardetz, Patrice; Gaillardetz, P. External Links: MGP Documents Indexed: 14 Publications since 1999, including 1 Additional arXiv Preprint Co-Authors: 16 Co-Authors with 12 Joint Publications 108 Co-Co-Authors all top 5 Co-Authors 2 single-authored 3 Marceau, Étienne 2 Cossette, Hélène 1 Ahmadi, Seyed Saeed 1 Bédard, Myléne 1 Bégin, Jean-François 1 Essis-Breton, Nicolas 1 Godin, Frédéric 1 Hachem, Saeb 1 Hamel, Emmanuel 1 Hon-Man Ng, Edwin 1 Lakhmiri, Joe Youssef 1 Li, Huan Yi 1 Lin, X. Sheldon 1 Mackay, Anne 1 Moghtadai, Mehran 1 Rioux, Jacques all top 5 Serials 4 Insurance Mathematics & Economics 2 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 2 North American Actuarial Journal 1 Monte Carlo Methods and Applications 1 IMA Journal of Management Mathematics 1 ASTIN Bulletin 1 Journal of Probability and Statistics 1 European Actuarial Journal Fields 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Statistics (62-XX) 2 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 9 Publications have been cited 44 times in 42 Documents Cited by ▼ Year ▼ On two dependent individual risk models. Zbl 1055.91044 Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques 21 2002 On life insurance reserves in a stochastic mortality and interest rates environment. Zbl 0941.91038 Marceau, Etienne; Gaillardetz, Patrice 8 1999 Common mixture in the individual risk model. Zbl 1187.91094 Cossette, H.; Gaillardetz, P.; Marceau, E. 3 2002 Modeling mortality and pricing life annuities with Lévy processes. Zbl 1348.62229 Ahmadi, Seyed Saeed; Gaillardetz, Patrice 3 2015 Valuation of equity-linked insurance and annuity products with binomial models. Zbl 1480.91204 Gaillardetz, Patrice; Lin, X. Sheldon 3 2006 Simulating from the Heston model: a gamma approximation scheme. Zbl 1322.91056 Bégin, Jean-François; Bédard, Mylène; Gaillardetz, Patrice 2 2015 Valuation of life insurance products under stochastic interest rates. Zbl 1141.91510 Gaillardetz, Patrice 2 2008 Partial hedging for equity-linked products using risk-minimizing strategies. Zbl 1414.91187 Gaillardetz, Patrice; Moghtadai, Mehran 1 2017 Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235 Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne 1 2012 Partial hedging for equity-linked products using risk-minimizing strategies. Zbl 1414.91187 Gaillardetz, Patrice; Moghtadai, Mehran 1 2017 Modeling mortality and pricing life annuities with Lévy processes. Zbl 1348.62229 Ahmadi, Seyed Saeed; Gaillardetz, Patrice 3 2015 Simulating from the Heston model: a gamma approximation scheme. Zbl 1322.91056 Bégin, Jean-François; Bédard, Mylène; Gaillardetz, Patrice 2 2015 Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235 Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne 1 2012 Valuation of life insurance products under stochastic interest rates. Zbl 1141.91510 Gaillardetz, Patrice 2 2008 Valuation of equity-linked insurance and annuity products with binomial models. Zbl 1480.91204 Gaillardetz, Patrice; Lin, X. Sheldon 3 2006 On two dependent individual risk models. Zbl 1055.91044 Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques 21 2002 Common mixture in the individual risk model. Zbl 1187.91094 Cossette, H.; Gaillardetz, P.; Marceau, E. 3 2002 On life insurance reserves in a stochastic mortality and interest rates environment. Zbl 0941.91038 Marceau, Etienne; Gaillardetz, Patrice 8 1999 all cited Publications top 5 cited Publications all top 5 Cited by 87 Authors 4 Marceau, Étienne 3 Denuit, Michel M. 3 Gaillardetz, Patrice 2 Bégin, Jean-François 2 Cossette, Hélène 2 Godin, Frédéric 2 Kolev, Nikolai 2 Parker, Gary B. 2 Valdez, Emiliano A. 1 Alexeev, Vitali 1 Anastasiadis, Simon 1 Apaydın, Ayşen 1 Artis, Manuel 1 Bahraoui, Zuhair 1 Barigou, Karim 1 Blanchet-Scalliet, Christophette 1 Bolancé, Catalina 1 Chen, Li 1 Chen, Wei-Kuang 1 Cheng, Gang 1 Christiansen, Marcus Christian 1 Chukova, Stefanka St. 1 Cousin, Areski 1 Cox, Samuel H. jun. 1 Date, Prasanna 1 Dhaene, Jan 1 Dorobantu, Diana 1 Fang, Jun 1 Gan, Guojun 1 Gebizlioğlu, Ömer L. 1 Genest, Christian 1 Guillen, Montserrat 1 Hamel, Emmanuel 1 Helwich, Marko 1 Hitaj, Asmerilda 1 Huang, Hong-Chih 1 Ignatieva, Katja 1 Jalen, Luka 1 Jevtić, Petar 1 Jiang, Fan 1 Kiriliouk, Anna 1 Kolkovska, Ekaterina Todorova 1 Kouarfate, Iro René 1 Kouritzin, Michael A. 1 Kuo, Weiyu 1 Laurent, Jean Paul 1 Lee, Yung-Tsung 1 Lefèvre, Claude 1 Li, Chen 1 Li, Ping 1 Li, Xiaohu 1 Liew, Chuin Ching 1 Lin, Luyao 1 Lin, X. Sheldon 1 Lin, Yijia 1 Liu, Yan 1 Liu, Yong 1 Liyanage, Thusitha 1 López-Mimbela, José Alfredo 1 Lu, Yi 1 Mackay, Anne 1 Mamon, Rogemar S. 1 Mercuri, Lorenzo 1 Mesfioui, Mhamed 1 Mtalai, Itre 1 Navarro, Jorge 1 Nolde, Natalia 1 Paiva, Delhi 1 Perreault, Samuel 1 Prieto, Faustino 1 Qin, Chengwei 1 Rroji, Edit 1 Salhi, Yahia 1 Sarabia, José María 1 Segers, Johan 1 Shi, Peng 1 Siu, Tak Kuen 1 Tank, Fatih 1 Torrado, Nuria 1 Trottier, Denis-Alexandre 1 Tsai, Chenghsien 1 Utev, Sergey 1 Veilleux, Déry 1 Wang, I-Chieh 1 Yang, Jingping 1 Yeo, Keng Leong 1 Zhou, Hongjuan all top 5 Cited in 14 Serials 24 Insurance Mathematics & Economics 2 Scandinavian Actuarial Journal 2 Decisions in Economics and Finance 2 ASTIN Bulletin 2 North American Actuarial Journal 1 Journal of Computational and Applied Mathematics 1 Theoretical Computer Science 1 Statistics & Probability Letters 1 Studies in Nonlinear Dynamics and Econometrics 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Journal of Probability and Statistics 1 European Actuarial Journal all top 5 Cited in 6 Fields 38 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Statistics (62-XX) 15 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year